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Conference program   2014 Conference program 2014 Document Transcript

  • Third ITAM Finance Conference Mexico City P R O G R A M ITAM Santa Teresa Mexico City, Mexico June 6-7, 2014 Instituto Tecnológico Autónomo de México - ITAM, and Fundación de Estudios Financieros - FUNDEF www.itamfin.com Organized by Guillermo Zamarripa, Pablo Galván, and Aurelio Vásquez `
  • Day One: Friday, June 6, 2014 Registration at ITAM Santa Teresa 8:00-9:00 Breakfast and Welcome Keynote Address– 9:00-10:00 Cracking the Emerging Markets Enigma Andrew Karolyi, Cornell University 10:00-10:30 COFFEE BREAK Friday Morning Session 1: Asset Pricing – 10:30-12:20 Valuation Risk and Asset Pricing Authors: Rui Albuquerque, Martin Eichenbaum and Sergio Rebelo Presenter: Rui Albuquerque, Boston University Discussant: Thomas Maurer, Washington University in St. Louis Fake Alphas, Tail Risk and Reputation Traps Authors: Marco Di Maggio Presenter: Marco Di Maggio, Columbia University Discussant: Fernando Duarte, Federal Reserve Bank of New York Dissecting Factors Authors: Joseph Gerakos and Juhani T. Linnainmaa Presenter: Joseph Gerakos, University of Chicago Discussant: Alex Horenstein, University of Miami 12:20-14:00 LUNCH Keynote Address Reference-Founded Decisions in Finance Fernando Zapatero, University of Southern California
  • Friday Afternoon Session 1: Options – 14:00-15:15 Options on Initial Public Offerings Authors: Thomas Chemmanur, Chayawat Ornthanalai and Padma Kadiyala Presenter: Chayawat Ornthanalai, University of Toronto Discussant: Travis Johnson, University of Texas at Austin Tail and Volatility Indices from Option Prices Authors: Jian Du and Nikunj Kapadia Presenter: Nikunj Kapadia, University of Massachusetts Discussant: Scott Murray, University of Nebraska - Lincoln 15:15-15:45 COFFEE BREAK Friday Afternoon Session 2: CDS – 15:45-17:00 CDS  Auctions  and  Informative  “Biases”  in  CDS  Recovery  Rates Authors: Sudip Gupta and Rangarajan K. Sundaram Presenter: Sudip Gupta, Indiana University Discussant: Dmitriy Muravyev, Boston College The Anatomy of the CDS Market Authors: Martin Oehmke and Adam Zawadowskiz Presenter: Martin Oehmke, Columbia University Discussant: JingZhi Huang, Penn State University 7:15 DINNER COCKTAIL Day Two: Saturday, June 7, 2014
  • Day Two: Saturday, June 7, 2014 8:00-9:00 Breakfast Saturday Morning Session 1: Asset Pricing 2 – 9:00-10:15 A Simple Consumption-Based Asset Pricing Model and the Cross-Section of Equity Returns Author: Robert F. Dittmar and Christian Lundbladz Presenter: Robert F. Dittmar, University of Michigan Discussant: Sorin Sorescu, Texas A&M University Heterogeneous Innovations, Firm Creation and Destruction, and Asset Prices Authors: Jan Bena, Lorenzo Garlappi and Patrick Grüning Presenter: Lorenzo Garlappi, University of British Columbia Discussant: Francisco Palomino, University of Michigan 10:15-10:45 COFFEE BREAK Saturday Morning Session 2: 10:45-12:00 A Granular Analysis of Corporate Investment Authors: Gustavo Grullon, John Hund and James Weston Presenter: John Hund, Rice University Discussant: Sergey Chernenko, Ohio State University Commodity Trade and the Carry Trade: A Tale of Two Countries Authors: Robert Ready, Nikolai Roussanov and Colin Ward Presenter: Nikolai Roussanov, Wharton School Discussant: Michael Gallmeyer, University of Virginia 12:00 LUNCH 13:00-19:00 Visit to the Pyramids of Teotihuacan
  • CONFERENCE FEES and REGISTRATION (NB: Hotel fees are separate – see below) Practitioners: Early birds until May 19th: MXN$4,000 or USD$333 After May 20th: MXN$4,800 or USD$400 Professors*: Early birds until May 19th: MXN$2,000 or USD$167 After May 20th: MXN$2,400 or USD$200 Students**: MXN$1,100 or USD$92 *ITAM professors get a MXN$250 discount **ITAM students get a MXN$100 discount Spaces are limited. For conference registration, please contact Aurelio Vasquez at 52 (55) 5628-4000 ext. 6518 (aurelio.vasquez@itam.mx). ACCOMMODATION Conference participants are eligible for discounted hotel rates (MXN$1,368.50 or about US$120.00 per day) from Thursday June 5 to Sunday June 8, 2014 at the conference hotel, Camino Real Pedregal, within a short walking distance of the ITAM campus. For more information about the hotel, please visit Hotel Camino Real Pedregal Hotel Camino Real Pedregal Periférico Sur No. 3647 Col. Héroes de Padierna México D.F. 10700 The conference will take place at ITAM, campus Santa Teresa that is located within walking distance from the hotel at Av. Camino a Santa Teresa No. 930 Col. Héroes de Padierna México D.F. 10700 As part of the conference, we will be visiting the Pyramids of Teotihuacan on the afternoon of Saturday June 7, 2014.
  • Program Committee Peter Christoffersen, University of Toronto Kris Jacobs, University of Houston Andrew Karolyi, Cornell University Fernando Zapatero, University of Southern California Organizing Committee Guillermo Zamarripa Escamilla, Fundación de Estudios Financieros Pablo Galván, Instituto Tecnológico Autónomo de México Aurelio Vásquez, Instituto Tecnológico Autónomo de México